Ph.D. studying Machine Learning, Bayesian Econometrics, Financial Economics, Monetary Economics, Empirical Macroeconomics
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Office of Economic Modeling & Policy Analysis, Bank of Korea
- Seoul
- https://econpreference.github.io
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TermStructureModels.jl
TermStructureModels.jl PublicBayesian estimation of no-arbitrage affine term structure models in Julia
Julia 4
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bayecon.matlab
bayecon.matlab PublicUser-friendly MATLAB toolbox for Bayesian econometrics with an interactive, no-code workflow.
MATLAB 3
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